\Header{empinf}{Empirical Influence Values}
\keyword{nonparametric}{empinf}
\keyword{math}{empinf}
\begin{Description}\relax
This function calculates the empirical influence values for a statistic
applied to a data set.  It allows four types of calculation, namely
the infinitesimal jackknife (using numerical differentiation), the usual
jackknife estimates, the "positive" jackknife estimates and a method which
estimates the empirical influence values using regression of bootstrap 
replicates of the statistic.  All methods can be used with
one or more samples.\end{Description}
\begin{Usage}
\begin{verbatim}
empinf(boot.out=NULL, data=NULL, statistic=NULL, 
       type=NULL, stype="w", index=1, t=NULL,
       strata=rep(1, n), eps=0.001, ...)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{boot.out}] A bootstrap object created by the function \code{boot}.  If \code{type} is \code{"reg"} then 
this argument is required.  For any of the other types it is 
an optional argument.  If it is included when optional then the values of 
\code{data}, \code{statistic}, \code{stype}, and \code{strata} are taken from the components of 
\code{boot.out} and any values passed to \code{empinf} directly are ignored.

\item[\code{data}] A vector, matrix or data frame containing
the data for which empirical influence values are required.  It is a required
argument if \code{boot.out} is not supplied.  If \code{boot.out} is supplied then \code{data}
is set to \code{boot.out\$data} and any value supplied is ignored.  

\item[\code{statistic}] The statistic for which empirical influence values are required.  It must be
a function of at least two arguments, the data set and 
a vector of weights, frequencies or indices.  The nature of the second
argument is given by the value of \code{stype}.  Any other arguments that it 
takes must be supplied to \code{empinf} and will be passed to \code{statistic} unchanged.
This is a required argument if \code{boot.out} is not supplied, otherwise its value
is taken from \code{boot.out} and any value supplied here will be ignored.

\item[\code{type}] The calculation type to be used for the empirical influence values.  
Possible values of \code{type} are \code{"inf"} (infinitesimal jackknife), \code{"jack"}
(usual jackknife), \code{"pos"} (positive jackknife), and \code{"reg"} (regression
estimation).  The default value depends on the other arguments.  If \code{t} is supplied then the default value of \code{type} is \code{"reg"} and \code{boot.out}
should be present so that its frequency array can be found.  It \code{t} is not 
supplied then if \code{stype} is \code{"w"}, the default value of \code{type} is \code{"inf"}; otherwise, if \code{boot.out} is present the default is \code{"reg"}.  If 
none of these conditions apply then the default is \code{"jack"}.  
Note that it is an error for \code{type} to be
\code{"reg"} if \code{boot.out} is missing or to be  \code{"inf"} if \code{stype} is not \code{"w"}.

\item[\code{stype}] A character variable giving the nature of the second argument to \code{statistic}.
It can take on three values: \code{"w"} (weights), \code{"f"} (frequencies), or \code{"i"}
(indices).  If \code{boot.out} is supplied the value of \code{stype} is set to 
\code{boot.out\$stype} and any value supplied here is ignored.  Otherwise it is an
optional argument which defaults to \code{"w"}.  If \code{type} is \code{"inf"} then \code{stype} 
MUST be \code{"w"}.

\item[\code{index}] An integer giving the position of the variable of interest in the output of
\code{statistic}.

\item[\code{t}] A vector of length \code{boot.out\$R} which gives the bootstrap replicates of the
statistic of interest.  \code{t} is used only when \code{type} is \code{reg} and it defaults
to \code{boot.out\$t[,index]}.  

\item[\code{strata}] An integer vector or a factor specifying the strata for multi-sample problems.
If \code{boot.out} is supplied  the value of \code{strata} is set to \code{boot.out\$strata}.  
Otherwise it is an optional argument which has default corresponding to the 
single sample situation.

\item[\code{eps}] This argument is used only if \code{type} is \code{"inf"}.  In that case the value of
epsilon to be used for numerical differentiation will be \code{eps} divided by
the number of observations in \code{data}.

\item[\code{...}] Any other arguments that \code{statistic} takes.  They will be passed unchanged to
\code{statistic} every time that it is called.

\end{ldescription}
\end{Arguments}
\begin{Details}\relax
If \code{type} is \code{"inf"} then numerical differentiation is used to approximate the
empirical influence values.  This makes sense only for statistics which
are written in weighted form (i.e. \code{stype} is \code{"w"}).  If \code{type} is \code{"jack"}
then the
usual leave-one-out jackknife estimates of the empirical influence are 
returned.  If \code{type} is \code{"pos"} then the positive (include-one-twice) jackknife
values are used.  If \code{type} is \code{"reg"} then a bootstrap object must be supplied.
The regression method then works by regressing the bootstrap replicates of
\code{statistic} on the frequency array from which they were derived.  The 
bootstrap frequency array is obtained through a call to \code{boot.array}.  Further
details of the methods are given in Section 2.7 of Davison and Hinkley (1997).


Empirical influence values are often used frequently in nonparametric bootstrap
applications.  For this reason many other functions call \code{empinf} when they
are required.  Some examples of their use are for nonparametric delta estimates
of variance, BCa intervals and finding linear approximations to statistics for 
use as control variates.  They are also used for antithetic bootstrap 
resampling.\end{Details}
\begin{Value}
A vector of the empirical influence values of \code{statistic} applied to \code{data}.
The values will be in the same order as the observations in data.\end{Value}
\begin{Section}{Warning}
All arguments to \code{empinf} must be passed using the \code{name=value} convention.  If
this is not followed then unpredictable errors can occur.\end{Section}
\begin{References}\relax
Davison, A.C. and Hinkley, D.V. (1997) 
\emph{Bootstrap Methods and Their Application}. Cambridge University Press.


Efron, B. (1982) \emph{The Jackknife, the Bootstrap and Other Resampling Plans}.
CBMS-NSF Regional Conference Series in Applied Mathematics, \bold{38}, SIAM.


Fernholtz, L.T. (1983) \emph{von Mises Calculus for Statistical Functionals}.
Lecture Notes in Statistics, \bold{19}, Springer-Verlag.\end{References}
\begin{SeeAlso}\relax
\code{\Link{boot}}, \code{\Link{boot.array}}, \code{\Link{boot.ci}}, \code{\Link{control}}, \code{\Link{jack.after.boot}}, \code{\Link{linear.approx}}, \code{\Link{var.linear}}\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
# The empirical influence values for the ratio of means in 
# the city data.
data(city)
ratio <- function(d, w) sum(d$x *w)/sum(d$u*w)
empinf(data=city,statistic=ratio)
city.boot <- boot(city,ratio,499,stype="w")
empinf(boot.out=city.boot,type="reg")

# A statistic that may be of interest in the difference of means
# problem is the t-statistic for testing equality of means.  In 
# the bootstrap we get replicates of the difference of means and 
# the variance of that statistic and then want to use this output
# to get the empirical influence values of the t-statistic.
data(gravity)
grav1 <- gravity[as.numeric(gravity[,2])>=7,]
grav.fun <- function(dat, w)
{    strata <- tapply(dat[, 2], as.numeric(dat[, 2]))
     d <- dat[, 1]
     ns <- tabulate(strata)
     w <- w/tapply(w, strata, sum)[strata]
     mns <- tapply(d * w, strata, sum)
     mn2 <- tapply(d * d * w, strata, sum)
     s2hat <- sum((mn2 - mns^2)/ns)
     c(mns[2]-mns[1],s2hat)
}

grav.boot <- boot(grav1, grav.fun, R=499, stype="w", strata=grav1[,2])

# Since the statistic of interest is a function of the bootstrap
# statistics, we must calculate the bootstrap replicates and pass
# them to empinf using the t argument.
grav.z <- (grav.boot$t[,1]-grav.boot$t0[1])/sqrt(grav.boot$t[,2])
empinf(boot.out=grav.boot,t=grav.z)
\end{ExampleCode}
\end{Examples}

